+34.4%
CVS vs EFX
-37.1%
+71.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.3% | -0.5% |
| 7D | -1.9% | -9.4% | +7.5% | -0.8% |
| 30D | -0.3% | -6.9% | +6.6% | +0.4% |
| 3M | -1.1% | +0.1% | -1.2% | -1.5% |
| 6M | +23.7% | -17.3% | +41.0% | +26.1% |
| YTD | +23.0% | -21.8% | +44.8% | +26.1% |
| 1Y | +37.2% | -32.5% | +69.7% | +43.3% |
| 3Y | +62.4% | -12.3% | +74.8% | +59.6% |
| All | +34.4% | -37.1% | +71.4% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EFX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling